The story of how Helsing McCree and Hunter Sombra came to wear a matching red scarf/bandana?

ribbons-halos:

McCree has had his red hankerchief since a young age. It’s a memento from his mentor, Ana, before she was killed by a monster. 

Sombra’s red scarf is more of a warmth/fashion choice, but, she did pick it up after she killed her first demon. It’s a sort of reminder of what she can do and why she keeps on doing it. 

When they first notice their matching attire, Sombra jokes that they have to be so similar so the demons know exactly who they are.